-20.0%
MOMO vs SPY
+77.0%
-97.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.2% |
| 7D | -7.8% | -0.8% | -7.1% | -7.4% |
| 30D | -15.7% | -1.1% | -14.6% | -15.2% |
| 3M | -10.2% | +3.9% | -14.0% | -12.1% |
| 6M | -14.9% | +13.6% | -28.5% | -20.5% |
| YTD | -20.8% | +12.7% | -33.5% | -25.8% |
| 1Y | -31.1% | +17.5% | -48.6% | -36.7% |
| 3Y | -20.0% | +76.9% | -96.9% | -44.4% |
| All | -20.0% | +77.0% | -97.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling